added support for glp_exact

1 files changed, 27 insertions, 0 deletions

diff --git a/packages/glpk/examples/simplex5.hs b/packages/glpk/examples/simplex5.hs
new file mode 100644
index 0000000..ecbcdaa
--- /dev/null
+++ b/packages/glpk/examples/simplex5.hs
@@ -0,0 +1,27 @@
+import Numeric.LinearProgramming
+
+-- This is a linear program from the paper "Picking vs. Guessing Secrets: A Game-theoretic Analysis"
+
+gamma = 100000 :: Double
+sigma = 1 :: Double
+n = 64 :: Int
+cost_fun :: Int -> Double
+cost_fun i = (fromIntegral i) / (fromIntegral n)
+size_fun :: Int -> Double
+size_fun i = 2^(fromIntegral i)
+
+prob = Minimize $ map cost_fun [1..n]
+bnds = [i :&: (0,1) | i <- [1..n]]
+
+constr1 = [[1 # i | i <- [1..n]] :==: 1] ++
+          [[1/(size_fun i) # i,
+            -1/(size_fun (i+1)) # i+1] :>=: 0 | i <- [1..n-1]] ++
+          [(
+            [gamma#i | i <- [1..k]] ++
+            (concat [[sigma*(size_fun i) # j | j <- [1..i-1]] | i <- [1..k]]) ++
+            [((size_fun i) - 1)/2 # i | i <- [1..k]])
+           :<=: (sigma * (foldr (+) 0 (map size_fun [1..k]))) | k <- [1..n]]
+
+main = do
+  print $ simplex prob (General constr1) bnds -- NoFeasible
+  print $ exact   prob (General constr1) bnds -- solution found